Access Statistics for Raoul Pietersz

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Single Factor Markov-Functional and Multi Factor Market Models 0 0 0 158 0 7 7 444
A Comparison of Single Factor Markov-functional and Multi Factor Market Models 1 1 1 507 2 8 16 1,000
Efficient Rank Reduction of Correlation Matrices 0 0 0 246 2 3 7 857
Efficient Rank Reduction of Correlation Matrices 0 0 0 104 0 4 6 393
Fast drift approximated pricing in the BGM model 0 0 0 711 0 7 10 1,755
Generic Market Models 0 0 0 157 0 4 6 545
Generic Market Models 0 0 0 469 0 7 9 1,541
Rank Reduction of Correlation Matrices by Majorization 0 0 0 225 1 3 8 667
Rank reduction of correlation matrices by majorization 0 0 0 28 2 3 9 131
Risk Managing Bermudan Swaptions in the Libor BGM Model 0 0 0 867 0 1 5 2,106
Risk managing bermudan swaptions in the libor BGM model 0 0 0 37 0 5 6 158
Total Working Papers 1 1 1 3,509 7 52 89 9,597


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparison of single factor Markov-functional and multi factor market models 0 0 0 30 0 3 3 127
Generic market models 0 0 0 34 0 22 27 169
Rank reduction of correlation matrices by majorization 0 0 0 7 1 11 14 63
Total Journal Articles 0 0 0 71 1 36 44 359


Statistics updated 2026-03-04